Saturday, 3 September 2016
Possible Addition of NARX Network to Conditional Restricted Boltzmann Machine
It has been over three months since my last post, due to working away from home for some of the summer, a summer holiday and moving home. However, during this time I have continued with my online reading and some new thinking about my conditional restricted boltzmann machine based trading system has developed, namely the use of a nonlinear autoregressive exogenous model in the bottom layer gaussian units of the CRBM. Some links to reading on the same are shown below.